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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Koop, Gary"
~person:"Leybourne, Stephen James"
~person:"Proietti, Tommaso"
~person:"Teräsvirta, Timo"
~subject:"Finanzmarkt"
~type_genre:"Article in journal"
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Time series analysis
Finanzmarkt
Theorie
174
Theory
174
Zeitreihenanalyse
88
Forecasting model
34
Prognoseverfahren
34
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26
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26
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Koop, Gary
Leybourne, Stephen James
Proietti, Tommaso
Teräsvirta, Timo
Phillips, Peter C. B.
59
Franses, Philip Hans
54
Gil-Alaña, Luis A.
42
Perron, Pierre
30
Taylor, Robert
28
Lütkepohl, Helmut
27
Koopman, Siem Jan
26
Granger, C. W. J.
24
Harvey, Andrew C.
24
McAleer, Michael
24
Caporale, Guglielmo Maria
23
Ghysels, Eric
23
Mills, Terence C.
23
Hecq, Alain W. J.
22
Hassler, Uwe
21
Hong, Yongmiao
21
Hendry, David F.
20
Newbold, Paul
20
Gupta, Rangan
19
Hyndman, Rob J.
19
Swanson, Norman R.
19
Engle, Robert F.
18
Petropoulos, Fotios
18
Pesaran, M. Hashem
17
Herwartz, Helmut
16
Peña, Daniel
16
Saikkonen, Pentti
16
Stock, James H.
16
Assimakopoulos, V.
15
Chan, Joshua
15
Haldrup, Niels
15
Härdle, Wolfgang
15
Johansen, Søren
15
Lucas, André
15
Lux, Thomas
15
Makridakis, Spyros G.
15
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Journal of econometrics
14
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8
Econometric reviews
7
International journal of forecasting
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
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5
Journal of applied econometrics
4
The econometrics journal
4
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3
Economics letters
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Oxford bulletin of economics and statistics
3
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2
Journal of empirical finance
2
Journal of time series econometrics
2
Business cycles, indicators, and forecasting
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
Handbook of econometrics ; Vol. 4
1
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1
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1
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Journal of the Royal Statistical Society
1
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1
Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
The Manchester School
1
The Oxford handbook of economic forecasting
1
The review of economics and statistics
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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ECONIS (ZBW)
89
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89
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1
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
2
Bayesian forecasting in economics and finance : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 811-839
Persistent link: https://www.econbiz.de/10014547209
Saved in:
3
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
4
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
5
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
6
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
7
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
8
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
9
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
10
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
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